Sparse outlier-robust PCA for multi-source data

DOI10.1007/S11222-025-10771-YMaRDI QIDQ6894081zbMATH OpenFDO

Authors Patricia Puchhammer, Ines Wilms, P. Filzmoser

Publication date 25 November 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

alternating direction method of multipliersjoint analysisglobal-local loadingsssMRCD estimatorstructured sparsity patterns

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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